A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
E-scores assess LLM outputs for correctness, addressing p-hacking issues.
MadEvolve optimizes trading algorithms using LLMs, achieving significant improvements in feature generation and trading strategy optimization.
We present the expected values from p-value hacking as a choice of the minimum p-value among independents tests, which can be considerably lower than the "true" p-value, even with a single trial, owing to the extreme skewness of the meta-distribution. We first present an exact probability distribution (meta-distrib…
This work builds a hedging mechanism for experimental risk.
Paper proposes a sequential statistical test for comparing imitation learning policies with near-optimal stopping.